+64.9%
VZ vs AJG
+473.1%
-408.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.9% | -8.3% | +9.2% | +3.1% |
| 30D | +7.7% | -5.7% | +13.4% | +9.2% |
| 3M | +9.7% | +9.1% | +0.6% | +7.0% |
| 6M | +3.1% | +15.2% | -12.1% | -1.0% |
| YTD | +30.5% | -6.3% | +36.8% | +31.8% |
| 1Y | +22.5% | -19.1% | +41.6% | +28.5% |
| 3Y | +82.4% | +8.2% | +74.1% | +74.0% |
| 5Y | +28.0% | +75.6% | -47.6% | +3.6% |
| All | +64.9% | +473.1% | -408.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling